We used to thoroughly grease/ heavily oil the chain before fitting the ducting. It didn't seem to rust then.
There are lubes that are fairly salt-water resistant, and I guess you could use a heavier/stickier one inside the ducting with fewer issues than normal. I suppose it varies with the amount of salt there is on the roads too. Hereabouts there is enough salt that, quite often, a chain with summer lube on it can be ridden
once and then it will go rusty.
One of the places that winter bikes rot is on the tops of the chainstays, around the brace; I think salty muck gets carried around the tyre and some of it ends up on the tops of the chainstays where it can cause severe corrosion. I have seen several frames corrode through altogether at this point and when building up a winter bike my SOP is now to apply lots of tape to the frame in that area; this keeps the corrosion at bay fairly well. You can use waxoyl on a bike that is already built up, but this is messy and needs to be reapplied every year.
The same route throws some crud from the wheel onto the chain, even with good mudguards and the ducting fitted; this turns the lube within the ducting into (fairly/very corrosive) grinding paste. (BTW I have toyed with the idea of adding an additional shield between the chainstay and the mudguard, so as to protect the chain/chainstay better from crud coming from the back wheel, much as a very deeply valanced mudguard might do; maybe this could protect the chain well enough to make the ducting work better; it will still fill up with rainwater though.....)
Part of the trouble is that, if commuting, one is often riding on freshly gritted roads and at the edge of the road there are quite large chunks of salt that may have not have dissolved yet. These get thrown around and stick to anything that is, er, sticky. When these start to dissolve, the brine generated is the highest strength possible (i.e. a fully saturated solution) and this has maximum potential for corrosion and breaking down almost any lube.
A chain inside a proper chaincase is obviously fairly well protected. An exposed chain can operate in a 'total loss' mode with regular oiling; surplus oil gets flung off the chain and this carries away (corrosive) crud that would otherwise stick to it. My MO (when I can be bothered) is to (over) oil the chain, ride a short distance (to get the oil into the chain fairly well), and then to wipe the chain with some tissues. However in the depths of winter it is more likely that the chain will just be oiled only. This is messy enough with an IGH but really it is too messy with a derailleur; the net result is usually that the gaps between the sprockets fill up with crud....
I am slightly blasé about the chains I use on my hack bike IGH; they are pretty good chains in absolute terms, but they cost just £5 retail. The IGH sprockets I use cost about £2.50, and a steel chainring will 'do' about a dozen chains or so. Thus there isn't a very strong incentive for me to pamper the thing....
cheers